+1,593.2%
PHM vs EPAM
+751.2%
+842.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | -3.2% | +2.0% | -5.1% | -3.6% |
| 30D | -6.4% | +6.5% | -13.0% | -8.1% |
| 3M | +5.5% | +19.9% | -14.4% | +0.2% |
| 6M | -5.4% | -16.9% | +11.5% | -2.8% |
| YTD | +6.6% | -42.9% | +49.5% | +17.9% |
| 1Y | -8.8% | -30.4% | +21.5% | -4.1% |
| 3Y | +54.1% | -54.7% | +108.8% | +73.2% |
| 5Y | +144.5% | -81.8% | +226.3% | +214.6% |
| 10Y | +569.4% | +65.5% | +504.0% | +384.2% |
| All | +1,593.2% | +751.2% | +842.0% | +851.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling